L and Replacement risk: Difference between pages

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Abbreviation for LIBOR.
The risk of loss arising from the need to replace a contract before having paid away the principal amount.
 
Often quantified approximately as the expected profit foregone.




== See also ==
== See also ==
* [[LIBOR]]
* [[Credit risk]]
* [[Base rate]]
* [[Principal risk]]
* [[Basis risk]]
* [[Benchmark]]
* [[Cost-plus loan pricing]]
* [[EURIBOR]]
* [[Official Bank Rate]]
* [[Reference rate]]

Revision as of 17:42, 9 February 2015

The risk of loss arising from the need to replace a contract before having paid away the principal amount.

Often quantified approximately as the expected profit foregone.


See also